Anic Equity¶

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Total return since start: 0.685 %¶

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Equity now: -----------------------------> 51471.14 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48272.08 Kr¶

PnL: ---------------------------------------> -815.49 Kr¶

DD now: ---------------------------------> -0.911 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:10:19.681022'

Anic Portfolio¶

Today¶

Return: -0.325 %¶

This Week¶

Return: 8.298 %¶

Total¶

Return: 68.503 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 0.980000 786.000000 113.000000 16.790000 673.000000
Nordea Bank Abp 29 0.050000 3533.360000 79.360000 2.300000 3453.999992
HEBA B 70 0.920000 2698.500000 62.500000 2.370000 2636.000010
Swedbank A 3 0.500000 604.200000 40.200000 7.130000 564.000000
Resurs Holding 22 0.320000 613.360000 39.360000 6.860000 573.999998
AcadeMedia 12 0.650000 595.200000 38.200000 6.860000 557.000004
MedCap 2 -0.860000 459.000000 38.000000 9.030000 421.000000
SAAB B 8 -0.090000 3413.600000 36.600000 1.080000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 2.180000 388.200000 33.200000 9.350000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Fasadgruppen Group 38 0.000000 4164.800000 23.800000 0.570000 4140.999992
Intrum 4 1.220000 546.000000 19.000000 3.610000 527.000000
OEM International B 7 -0.390000 540.400000 12.400000 2.350000 527.999997
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.260000 250.320000 4.320000 1.760000 246.000000
Midsona B 63 1.860000 585.900000 2.900000 0.500000 582.999984
Karnov Group 9 -0.330000 538.200000 2.200000 0.410000 536.000004
Securitas B 6 0.020000 572.160000 2.160000 0.380000 570.000000
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Coor Service Management Hold. 8 -0.070000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 -0.410000 542.000000 -4.000000 -0.730000 546.000000
Corem Property Group B 59 1.360000 571.420000 -5.580000 -0.970000 576.999999
Sampo Oyj SDB 7 0.180000 3829.000000 -21.000000 -0.550000 3850.000000
International Petroleum Corp. 5 0.710000 566.500000 -28.070000 -4.720000 594.565215
CTEK 13 0.940000 504.530000 -29.470000 -5.520000 533.999999
Essity B 2 -0.880000 540.600000 -33.400000 -5.820000 574.000000
Vivesto 1368 0.000000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -0.720000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 1.680000 1799.600000 -189.400000 -9.520000 1989.000002
Axfood 15 -4.540000 3850.500000 -449.500000 -10.450000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48272.080000 -815.490000 -0.91105% 49087.564636

Updated:¶

'2023-02-01 09:10:32.685586'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶